-9.7%
TRI vs CASY
+234.8%
-244.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.2% | +12.4% | -0.2% |
| 7D | -8.4% | -16.5% | +8.1% | -6.5% |
| 30D | -6.5% | -26.4% | +19.9% | -3.3% |
| 3M | +18.6% | -17.3% | +35.9% | +20.3% |
| 6M | -10.4% | -5.2% | -5.2% | -11.7% |
| YTD | -23.7% | +14.1% | -37.8% | -27.8% |
| 1Y | -42.5% | +16.6% | -59.1% | -45.8% |
| 3Y | -19.3% | +163.7% | -183.0% | -37.4% |
| 5Y | -9.7% | +231.3% | -241.0% | -34.9% |
| All | -9.7% | +234.8% | -244.5% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling